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Abstract The subject of random or stochastic processes analysis is a very important part of scientific inquire. The terms stochastic and random process are used interchangeably. Random processes are used as mathematical models for a large number of phenomena in physics, chemistry, biology, computer science, information theory, economics, environmental science and others. Each subject is described and problems are implemented in the R code, with real data collected in experiments performed by the authors or taken from the literature. With this intent, the reader can promptly apply the analysis to her or his own data, making the subject operational. Consistent with modern trends in university instruction, the book make readers active learners, with hands-on computer experiments directing readers through applications of random process analysis (RPA).